Hi,
Have a quick question regarding 'best practice' for pricing simple american style options with discrete dividends using CRR. There seems to be alot of submissions regarding this issue; in summary it seems there is no straightforward, 'out of the box' class/method to do this. In any case, is there any standard technique within QuantLib to accomplish this? Sorry if somone has already addressed this issue; I've searched thru the forum and have not come across an answer.
Thanks in advance for any help/direction
David
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